+89.9%
SLV vs NCLH
-30.1%
+120.0%
-58.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | NCLH | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.2% | -0.6% | -1.6% | -2.2% |
| 7D | -5.8% | +0.2% | -6.1% | -5.9% |
| 30D | -12.1% | +20.8% | -32.9% | -13.4% |
| 3M | -24.1% | -8.1% | -16.0% | -23.8% |
| 6M | -44.4% | +11.8% | -56.2% | -45.1% |
| YTD | -31.5% | -19.5% | -12.0% | -31.1% |
| 1Y | -6.9% | -3.2% | -3.7% | -7.4% |
| 3Y | +116.0% | +37.1% | +78.9% | +108.1% |
| All | +89.9% | -30.1% | +120.0% | +85.1% |
Cumulative growth
Daily Returns
Daily percentage return beside NCLH.
Daily Out/Under-Performance
Portfolio return minus NCLH return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × NCLH return. Early observations use the first valid beta; later observations use the trailing beta estimated for each date.
Cumulative Out/Under-Performance
Relative wealth over 5y: compounded portfolio wealth divided by compounded NCLH wealth, less one. Both series rebase at the selected span's start.
Cumulative Alpha
Compounded beta-adjusted residual returns apply the first valid beta to early observations, then the trailing beta ending on each date.
Updating return analytics…
5y analysis · Full analysis span regression · 6 months rolling